NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	4.340	4.382	0.042	1.0%	4.273
High	4.437	4.400	-0.037	-0.8%	4.437
Low	4.231	4.321	0.090	2.1%	4.219
Close	4.393	4.330	-0.063	-1.4%	4.330
Range	0.206	0.079	-0.127	-61.7%	0.218
ATR	0.139	0.135	-0.004	-3.1%	0.000
Volume	26,457	40,742	14,285	54.0%	125,996

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.587	4.538	4.373
R3	4.508	4.459	4.352
R2	4.429	4.429	4.344
R1	4.380	4.380	4.337	4.365
PP	4.350	4.350	4.350	4.343
S1	4.301	4.301	4.323	4.286
S2	4.271	4.271	4.316
S3	4.192	4.222	4.308
S4	4.113	4.143	4.287

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.983	4.874	4.450
R3	4.765	4.656	4.390
R2	4.547	4.547	4.370
R1	4.438	4.438	4.350	4.493
PP	4.329	4.329	4.329	4.356
S1	4.220	4.220	4.310	4.275
S2	4.111	4.111	4.290
S3	3.893	4.002	4.270
S4	3.675	3.784	4.210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.437	4.219	0.218	5.0%	0.120	2.8%	51%	False	False	25,199
10	4.499	4.212	0.287	6.6%	0.126	2.9%	41%	False	False	26,586
20	5.011	4.212	0.799	18.5%	0.140	3.2%	15%	False	False	38,904
40	5.011	4.212	0.799	18.5%	0.136	3.1%	15%	False	False	29,890
60	5.011	4.208	0.803	18.5%	0.131	3.0%	15%	False	False	24,781
80	5.011	4.071	0.940	21.7%	0.131	3.0%	28%	False	False	21,193
100	5.011	4.011	1.000	23.1%	0.126	2.9%	32%	False	False	18,291
120	5.011	4.011	1.000	23.1%	0.122	2.8%	32%	False	False	15,813

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.736
2.618	4.607
1.618	4.528
1.000	4.479
0.618	4.449
HIGH	4.400
0.618	4.370
0.500	4.361
0.382	4.351
LOW	4.321
0.618	4.272
1.000	4.242
1.618	4.193
2.618	4.114
4.250	3.985

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	4.361	4.334
PP	4.350	4.333
S1	4.340	4.331

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These figures are updated between 7pm and 10pm EST after a trading day.

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